+179.3%
IJH vs CP
+232.0%
-52.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | -1.9% | -2.6% | +0.7% | -0.5% |
| 30D | -4.6% | -3.7% | -0.9% | -2.8% |
| 3M | -1.2% | +0.1% | -1.3% | -1.6% |
| 6M | +9.4% | +7.8% | +1.6% | +4.3% |
| YTD | +13.3% | +21.7% | -8.4% | +0.7% |
| 1Y | +13.4% | +18.6% | -5.2% | +2.0% |
| 3Y | +50.4% | +17.5% | +32.9% | +33.4% |
| 5Y | +49.0% | +35.4% | +13.6% | +19.2% |
| All | +179.3% | +232.0% | -52.7% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling